+559.7%
XLP vs TSCO
+16,899.2%
-16,339.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +2.3% | +6.8% | -4.5% | +1.4% |
| 30D | +9.1% | +11.3% | -2.2% | +7.5% |
| 3M | +7.9% | +9.1% | -1.2% | +6.5% |
| 6M | +9.6% | +24.2% | -14.6% | +6.2% |
| YTD | +19.4% | -23.5% | +43.0% | +23.1% |
| 1Y | +22.4% | -30.8% | +53.1% | +27.7% |
| 3Y | +43.2% | +0.1% | +43.1% | +41.5% |
| 5Y | +42.6% | -5.3% | +47.9% | +40.9% |
| 10Y | +135.4% | +220.4% | -84.9% | +98.1% |
| All | +559.7% | +16,899.2% | -16,339.5% | +301.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TSCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling